Hans Babovsky
On a Monte Carlo scheme for Smoluchowski's coagulation equation
1
Paul Fischer and Eckhard Platen
Applications of the balanced method to
stochastic differential equations in filtering
19
P.S. Rouzankin and A.V. Voytishek
On the cost of algorithms for random selection
39
Makoto Mori
Discrepancy of sequences generated by piecewise monotone maps
55
C. Ongaro, U. Nastasi and A. Zanini
Monte Carlo simulation of the photo-neutron production in the high-Z components of radiotherapy linear accelerators
69
O. Kurbanmuradov, U. Rannik, K. Sabelfeld and T. Vesala
Direct and adjoint Monte Carlo algorithms for the footprint problem
85
I.M. Sobol, B.V. Shukhman and A. Guinzbourg
On the distribution of random ranges
113
H. Rief
Touching on a zero-variance scheme in solving linear equations
135
Emanouil I. Atanassov and Ivan T. Dimov
A new optimal Monte Carlo method for calculating integrals of smooth functions
149
R.l. Perel, J.J. Wagschal and Y. Yeivin
Monte Carlo calculation of deep penetration benchmark sensitivities
169
N. Golyandina and V. Nekrutkin
Homogeneous balance equations for measures: Errors of the stochastic
solutions
193
S.V. Rogasinski
Solution of Stationary boundary value problems for the Boltzmann
equation by the Monte Carlo method
263
Monte Carlo 2000: International Conference on Monte Carlo and
Probabilistic Methods for Partial Differential Equations.
First Announcement
281
Flavius Guias
A direct simulation method for the coagulation-fragmentation
equations with multiplicative coagulation kernels
287
W. Grecksch and V.V. Anh
Approximation of stochastic Hammerstein integral equation
with fractional Brownian motion input
311
Peter Mathe
Numerical integration using Markov chains
325
Michael Khazen and Arie Dubi
A note on variance reduction methods in Monte Carlo
applications to systems engineering and reliability
345